+854.8%
FCX vs BEN
+1,425.8%
-571.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.8% | +7.2% | -7.9% | -4.5% |
| 30D | -15.1% | +14.1% | -29.2% | -21.1% |
| 3M | -9.6% | +9.9% | -19.5% | -14.3% |
| 6M | -3.1% | +17.4% | -20.4% | -11.5% |
| YTD | +23.4% | +57.3% | -33.9% | -5.1% |
| 1Y | +52.7% | +66.9% | -14.3% | +13.6% |
| 3Y | +91.4% | +85.7% | +5.7% | +30.2% |
| 5Y | +62.7% | +31.2% | +31.5% | +32.6% |
| 10Y | +395.9% | +61.0% | +334.8% | +248.9% |
| All | +854.8% | +1,425.8% | -571.0% | +282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling